Free Shipping on Order Over $80
AfterPay Available
Affine Diffusions and Related Processes: Simulation, Theory and Applications

Affine Diffusions and Related Processes: Simulation, Theory and Applications

by Aurelien Alfonsi
Paperback
Publication Date: 17/10/2016
  $155.40
or 4 easy payments of $38.85 with
afterpay
This item qualifies for FREE delivery
This book gives an overview of affine diffusions, from Ornstein-Uhlenbeck processes to Wishart processes and it considers some related diffusions such as Wright-Fisher processes. It focuses on different simulation schemes for these processes, especially second-order schemes for the weak error. It also presents some models, mostly in the field of finance, where these methods are relevant and provides some numerical experiments.



The book explains the mathematical background to understand affine diffusions and analyze the accuracy of the schemes.
ISBN:
9783319382548
9783319382548
Category:
Finance & accounting
Format:
Paperback
Publication Date:
17-10-2016
Publisher:
Springer International Publishing AG
Country of origin:
Switzerland
Pages:
252
Dimensions (mm):
235x155x14mm
Weight:
4.1kg

This title is in stock with our Australian supplier and arrives at our Sydney warehouse within 10-15 working days of you placing an order.

Once received into our warehouse we will despatch it to you with a Shipping Notification which includes online tracking.

Please check the estimated delivery times below for your region, for after your order is despatched from our warehouse:

ACT Metro  2 working days

NSW Metro  2 working days

NSW Rural  2 - 3 working days

NSW Remote  2 - 5 working days

NT Metro  3 - 6 working days

NT Remote  4 - 10 working days

QLD Metro  2 - 4 working days

QLD Rural  2 - 5 working days

QLD Remote  2 - 7 working days

SA Metro  2 - 5 working days

SA Rural  3 - 6 working days

SA Remote  3 - 7 working days

TAS Metro  3 - 6 working days

TAS Rural  3 - 6 working days

VIC Metro  2 - 3 working days

VIC Rural  2 - 4 working days

VIC Remote  2 - 5 working days

WA Metro  3 - 6 working days

WA Rural  4 - 8 working days

WA Remote  4 - 12 working days

Customer Reviews

Be the first to review Affine Diffusions and Related Processes: Simulation.